Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 1 4 6 45
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 1 1 1 13
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 1 2 2 58
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 2 2 2 31
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 2 2 2 25
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 2 4 6 13
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 2 4 7 89
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 1 3 6 63
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 1 3 3 72
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 2 7 9 190
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 7 11 14 187
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 2 2 2 24
Total Working Papers 0 0 0 55 24 45 60 810


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 17 0 0 1 47
Aggregate volatility expectations and threshold CAPM 0 0 1 6 3 7 11 79
Does aggregate uncertainty explain size and value anomalies? 0 0 0 4 0 1 4 26
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 1 1 1 18
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 1 2 4 57
Volatility of aggregate volatility and hedge fund returns 0 0 0 52 1 4 9 246
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 89 1 3 6 300
Total Journal Articles 0 0 3 182 7 18 36 773


Statistics updated 2026-01-09